Bayesian quantile regression models for heavy tailed bounded variables using the No-U-Turn sampler-Reference-Cited by-同舟云学术

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Bayesian quantile regression models for heavy tailed bounded variables using the No-U-Turn sampler

Published:2022-11-01 Issue: Volume: Page:
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Comput Stat

Author:

de Oliveira Eduardo S. B.^ORCID,de Castro Mário,Bayes Cristian L.,Bazán Jorge L.

Funder

coordenação de aperfeiçoamento de pessoal de nível superior

conselho nacional de desenvolvimento científico e tecnológico

Fundação de Amparo à Pesquisa do Estado de São Paulo

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00180-022-01297-2.pdf

Reference44 articles.

1. Akdur HTK (2021) Unit-Lindley mixed-effect model for proportion data. J Appl Stat 48(13–15):2389–2405

2. Atkinson AC (1985) Plots, transformation and regression: an introduction to graphical methods of diagnostic regression analysis. New York, NY, Oxford

3. Bayes CL, Bazán JL, de Castro M (2017) A quantile parametric mixed regression model for bounded response variables. Stat Interface 10(3):483–493

4. Bayes CL, Bazán JL, Garcia C (2012) A new robust regression model for proportions. Bayesian Anal 7(4):841–866

5. Bazán JL, Valdivieso L, Branco MD (2017) Measurement of the nonsense word fluency: bayesian approach to a item response model with speededness. Rev Bras Biom 35(4):810–833

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